Morgan Stanley Call 140 NVO 20.12.2024
/ DE000ME83LS7
Morgan Stanley Call 140 NVO 20.12.../ DE000ME83LS7 /
13/09/2024 20:49:30 |
Chg.+0.010 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+2.94% |
- Bid Size: - |
- Ask Size: - |
Novo Nordisk |
140.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME83LS |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
02/02/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
34.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.27 |
Parity: |
-0.27 |
Time value: |
0.36 |
Break-even: |
130.00 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
2.86% |
Delta: |
0.46 |
Theta: |
-0.03 |
Omega: |
15.81 |
Rho: |
0.14 |
Quote data
Open: |
0.370 |
High: |
0.380 |
Low: |
0.350 |
Previous Close: |
0.340 |
Turnover: |
5,656.500 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+29.63% |
1 Month |
|
|
-5.41% |
3 Months |
|
|
-28.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.260 |
1M High / 1M Low: |
0.380 |
0.260 |
6M High / 6M Low: |
0.530 |
0.156 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.312 |
Avg. volume 1W: |
|
16,090.800 |
Avg. price 1M: |
|
0.332 |
Avg. volume 1M: |
|
14,510.182 |
Avg. price 6M: |
|
0.359 |
Avg. volume 6M: |
|
63,328.469 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.51% |
Volatility 6M: |
|
167.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |